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            <li class="nav-item" data-bs-level="1"><a href="#_1" class="nav-link">短线突破追涨策略</a>
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            <li class="nav-item" data-bs-level="2"><a href="#1" class="nav-link">1. 策略分类和核心逻辑</a>
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            <li class="nav-item" data-bs-level="2"><a href="#2" class="nav-link">2. 选股条件</a>
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            <li class="nav-item" data-bs-level="2"><a href="#3" class="nav-link">3. 买入条件</a>
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            <li class="nav-item" data-bs-level="2"><a href="#4" class="nav-link">4. 卖出条件</a>
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            <li class="nav-item" data-bs-level="2"><a href="#5" class="nav-link">5. 仓位管理</a>
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            <li class="nav-item" data-bs-level="2"><a href="#6" class="nav-link">6. 风控管理</a>
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            <li class="nav-item" data-bs-level="2"><a href="#7" class="nav-link">7. 手动实操步骤（纯人工交易版）</a>
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<h1 id="_1">短线突破追涨策略</h1>
<h2 id="1">1. 策略分类和核心逻辑</h2>
<ul>
<li>一级分类：技术面短线策略</li>
<li>二级分类：短线突破追涨策略</li>
<li>核心逻辑：通过技术指标筛选即将突破前高的活跃小盘股，在股价接近涨停时追涨买入，结合多种止盈止损条件进行短线交易，追求强势股的短期爆发收益。</li>
</ul>
<h2 id="2">2. 选股条件</h2>
<ul>
<li>选股范围：全市场A股</li>
<li>排除范围：</li>
<li>科创板、北交所股票</li>
<li>ST股、退市标签股</li>
<li>上市未满100天的新股</li>
<li>当日停牌股票
技术面筛选标准：</li>
<li>规模要求：流通市值 &lt; 25亿元（小盘股偏好）</li>
<li>活跃度筛选：</li>
<li>近期300天内有涨停记录</li>
<li>最近30天内无涨停记录</li>
<li>过去15日内振幅 &gt; 2.5%</li>
<li>突破形态：</li>
<li>股价处于15日内最高点</li>
<li>当前价格接近60日内最高点的92%以上</li>
<li>当前价格在涨停价的94.5%-97.5%之间</li>
<li>买入时机：盘中实时监控，价格达标立即买入</li>
</ul>
<h2 id="3">3. 买入条件</h2>
<ul>
<li>交易频率：日内实时交易</li>
<li>买入规则：价格进入涨停价的94.5%-97.5%区间时立即买入</li>
<li>数量限制：最大持有5只股票</li>
<li>资金分配：等分可用资金到每只新买入股票</li>
<li>执行方式：盘中逐笔交易</li>
</ul>
<h2 id="4">4. 卖出条件</h2>
<ul>
<li>止盈条件：</li>
<li>收益率 ≥ 15%时卖出</li>
<li>收益率 ≥ 12%且出现尖峰回落时卖出</li>
<li>止损条件：</li>
<li>收益率 ≤ -6%时卖出</li>
<li>持股超过6天且收益率 &lt; 5%时卖出</li>
<li>技术卖出：</li>
<li>放量滞涨：成交量放大3倍但涨幅 &lt; 2%</li>
<li>尖峰回落：15分钟线出现5%以上回落</li>
<li>特殊情况：涨停股票暂不卖出</li>
</ul>
<h2 id="5">5. 仓位管理</h2>
<ul>
<li>持仓数量：最大持有5只股票</li>
<li>持股周期：短线持有，最长6天</li>
<li>资金分配：等分可用资金买入</li>
<li>仓位控制：满仓运作，滚动交易</li>
<li>交易频率：日内高频监控</li>
</ul>
<h2 id="6">6. 风控管理</h2>
<ul>
<li>价格风控：接近涨停时买入，控制追高风险</li>
<li>时间风控：6天持股期限，避免长期被套</li>
<li>技术风控：多种技术指标联合判断卖出时机</li>
<li>流动性风控：小盘股但控制单只股票仓位</li>
<li>交易风控：涨停保护，避免错过连续涨停</li>
</ul>
<h2 id="7">7. 手动实操步骤（纯人工交易版）</h2>
<p>第一步：盘前准备（每个交易日8:30）</p>
<ol>
<li>持仓管理：</li>
<li>更新所有持仓股的持股天数</li>
<li>记录持股时间变化</li>
</ol>
<p>第二步：选股准备（每个交易日9:05）</p>
<ol>
<li>基础筛选：</li>
<li>排除科创、北交、ST、次新、停牌股票</li>
<li>
<p>筛选流通市值 &lt; 25亿的小盘股</p>
</li>
<li>
<p>技术筛选：</p>
</li>
<li>筛选300天内有涨停历史的活跃股</li>
<li>排除30天内有涨停的股票（避免追高）</li>
<li>排除过去15日振幅过小的股票</li>
<li>筛选处于15日新高的股票</li>
<li>筛选接近60日新高（92%以上）的股票</li>
</ol>
<p>第三步：盘中监控（全天交易时间）</p>
<ol>
<li>买入监控：</li>
<li>实时监控选股池股票价格</li>
<li>当价格进入涨停价的94.5%-97.5%区间时</li>
<li>立即执行买入操作</li>
<li>
<p>记录买入时间和持股天数</p>
</li>
<li>
<p>卖出监控：</p>
</li>
<li>监控持仓股的各种卖出信号</li>
<li>执行符合条件的卖出操作</li>
<li>更新持仓信息</li>
</ol>
<p>第四步：尾盘集中卖出（14:40）</p>
<ol>
<li>综合评估：</li>
<li>检查所有持仓股的卖出条件</li>
<li>执行尖峰回落、持股超期等卖出</li>
<li>处理放量滞涨等技术卖出信号</li>
</ol>
<p>第五步：隔日处理（次日9:30）</p>
<ol>
<li>清理残留：</li>
<li>卖出昨日未卖出的符合条件的股票</li>
<li>确保持仓清洁</li>
</ol>
<p>第六步：纪律维护</p>
<ol>
<li>实时执行：</li>
<li>严格执行价格区间的买入纪律</li>
<li>坚决按技术指标进行卖出</li>
<li>
<p>控制持股时间不超过6天</p>
</li>
<li>
<p>风控坚持：</p>
</li>
<li>不因情绪改变买卖标准</li>
<li>保持小盘股的资金分配均衡</li>
<li>及时止盈止损，避免亏损扩大</li>
</ol>
<p>交易成本考虑：
- 买入佣金：0.03%
- 卖出佣金：0.03%
- 印花税：0.1%
- 最低佣金：5元/笔
- 滑点：0.03%</p>
<p>风险提示： 该策略为短线追涨策略，交易频率较高，交易成本影响较大。小盘股流动性风险较高，在极端市场情况下可能出现无法及时卖出的情况。追涨策略在震荡市中可能面临较大回撤。多种技术卖出条件可能在某些情况下产生冲突，需要权衡判断。策略对盘中监控要求较高，不适合无法实时盯盘的投资者。</p></div>
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